+2,672.5%
NVDL vs STLA
-54.4%
+2,726.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -2.4% |
| 7D | +7.3% | +0.7% | +6.5% | +6.9% |
| 30D | -0.7% | -2.4% | +1.7% | +0.1% |
| 3M | +9.5% | -23.9% | +33.3% | +25.3% |
| 6M | +41.6% | -24.6% | +66.2% | +63.8% |
| YTD | +23.3% | -50.5% | +73.8% | +70.3% |
| 1Y | +40.3% | -39.8% | +80.1% | +64.3% |
| 3Y | +692.2% | -65.6% | +757.8% | +1,115.7% |
| All | +2,672.5% | -54.4% | +2,726.9% | +2,612.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling